To be honest, after meeting this metal egg, Gawain finally realized how lucky his present circumstances had been: he hadn't lost his memories; he landed in a world that was similarly dominated by humans; he even had an identity that allowed him to smoothly integrate into the current world (though this identity consisted of some scary and occult elements to some extent) and a satellite vision that might come in very handy. Most importantly, he possessed the memories of Gawain Cecil.
The last point was particularly important. It was precisely because he owned memories from two different worlds that he was able to face this universe, whose physics differed greatly from that of Earth, more easily and that he was able to use 'this world's' experience to overcome difficulties when he was unable to resolve problems using his experience from Earth.